+1,090.2%
ABT vs TKO
+1,406.3%
-316.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -3.1% | +0.9% | -4.0% | -3.3% |
| 3M | +16.1% | -6.2% | +22.3% | +16.8% |
| 6M | -5.3% | -5.6% | +0.3% | -4.9% |
| YTD | -14.4% | -7.8% | -6.6% | -13.9% |
| 1Y | -18.4% | -1.2% | -17.2% | -18.6% |
| 3Y | +11.2% | +106.5% | -95.3% | +1.3% |
| 5Y | -9.4% | +310.4% | -319.7% | -24.0% |
| 10Y | +209.7% | +987.5% | -777.8% | +129.3% |
| All | +1,090.2% | +1,406.3% | -316.1% | +658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TKO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling